Definition: In kernel estimation, a scalar argument to the kernel function that determines
what range of the nearby data points will be heavily weighted
in making an estimate. The choice of bandwidth represents a tradeoff between
bias (which is intrinsic to a kernel estimator, and which increases with
bandwidth), and variance of the estimates from the data (which decreases with
bandwidth).
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Cross-validation is one way to choose the bandwidth as a function of the data.
Has a variety of similar definitions in spectral analysis. Generally, a
bandwidth is some way of defining the range of frequencies that will be
included by the estimation process. In some estimations it is an argument to
the estimation process.
(Econterms)
Terms related to Bandwidth:
About.Com Resources on Bandwidth:None
Writing a Term Paper? Here are a few starting points for research on Bandwidth:
Books on Bandwidth:
- Hardle, Wolfgang.. 1990. Applied Nonparametric Regression. Cambridge University Press: Econometric Society Monograph.
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